-31.3%
BABA vs DOCU
-78.0%
+46.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.4% |
| 7D | -4.8% | +6.9% | -11.7% | -6.4% |
| 30D | -11.9% | +19.0% | -30.9% | -16.0% |
| 3M | -9.3% | +34.3% | -43.6% | -16.5% |
| 6M | -14.2% | +48.0% | -62.3% | -23.7% |
| YTD | -22.0% | 0.0% | -22.1% | -23.7% |
| 1Y | -12.7% | -10.3% | -2.4% | -12.8% |
| 3Y | +26.7% | +32.4% | -5.7% | +4.7% |
| All | -31.3% | -78.0% | +46.7% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DOCU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling